CME Canadian Dollar Future September 2023
Trading Metrics calculated at close of trading on 30-Mar-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2023 |
30-Mar-2023 |
Change |
Change % |
Previous Week |
Open |
0.7376 |
0.7381 |
0.0005 |
0.1% |
0.7310 |
High |
0.7393 |
0.7417 |
0.0024 |
0.3% |
0.7356 |
Low |
0.7376 |
0.7381 |
0.0005 |
0.1% |
0.7264 |
Close |
0.7391 |
0.7417 |
0.0026 |
0.4% |
0.7298 |
Range |
0.0017 |
0.0036 |
0.0019 |
111.8% |
0.0092 |
ATR |
0.0042 |
0.0041 |
0.0000 |
-1.0% |
0.0000 |
Volume |
44 |
109 |
65 |
147.7% |
374 |
|
Daily Pivots for day following 30-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7513 |
0.7501 |
0.7437 |
|
R3 |
0.7477 |
0.7465 |
0.7427 |
|
R2 |
0.7441 |
0.7441 |
0.7424 |
|
R1 |
0.7429 |
0.7429 |
0.7420 |
0.7435 |
PP |
0.7405 |
0.7405 |
0.7405 |
0.7408 |
S1 |
0.7393 |
0.7393 |
0.7414 |
0.7399 |
S2 |
0.7369 |
0.7369 |
0.7410 |
|
S3 |
0.7333 |
0.7357 |
0.7407 |
|
S4 |
0.7297 |
0.7321 |
0.7397 |
|
|
Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7582 |
0.7532 |
0.7349 |
|
R3 |
0.7490 |
0.7440 |
0.7323 |
|
R2 |
0.7398 |
0.7398 |
0.7315 |
|
R1 |
0.7348 |
0.7348 |
0.7306 |
0.7327 |
PP |
0.7306 |
0.7306 |
0.7306 |
0.7296 |
S1 |
0.7256 |
0.7256 |
0.7290 |
0.7235 |
S2 |
0.7214 |
0.7214 |
0.7281 |
|
S3 |
0.7122 |
0.7164 |
0.7273 |
|
S4 |
0.7030 |
0.7072 |
0.7247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7417 |
0.7264 |
0.0153 |
2.1% |
0.0037 |
0.5% |
100% |
True |
False |
83 |
10 |
0.7417 |
0.7264 |
0.0153 |
2.1% |
0.0040 |
0.5% |
100% |
True |
False |
69 |
20 |
0.7417 |
0.7244 |
0.0173 |
2.3% |
0.0042 |
0.6% |
100% |
True |
False |
206 |
40 |
0.7524 |
0.7244 |
0.0280 |
3.8% |
0.0034 |
0.5% |
62% |
False |
False |
119 |
60 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0029 |
0.4% |
59% |
False |
False |
81 |
80 |
0.7537 |
0.7244 |
0.0293 |
4.0% |
0.0026 |
0.3% |
59% |
False |
False |
63 |
100 |
0.7593 |
0.7244 |
0.0349 |
4.7% |
0.0025 |
0.3% |
50% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7570 |
2.618 |
0.7511 |
1.618 |
0.7475 |
1.000 |
0.7453 |
0.618 |
0.7439 |
HIGH |
0.7417 |
0.618 |
0.7403 |
0.500 |
0.7399 |
0.382 |
0.7395 |
LOW |
0.7381 |
0.618 |
0.7359 |
1.000 |
0.7345 |
1.618 |
0.7323 |
2.618 |
0.7287 |
4.250 |
0.7228 |
|
|
Fisher Pivots for day following 30-Mar-2023 |
Pivot |
1 day |
3 day |
R1 |
0.7411 |
0.7403 |
PP |
0.7405 |
0.7390 |
S1 |
0.7399 |
0.7376 |
|